Stable Algorithm for Evaluating European Options.
Ruppa K. ThulasiramChen ZhenAbba B. GumelPublished in: HPCS (2004)
Keyphrases
- preprocessing
- detection algorithm
- learning algorithm
- optimal solution
- times faster
- experimental evaluation
- k means
- np hard
- computational cost
- optimization algorithm
- expectation maximization
- segmentation algorithm
- high accuracy
- single pass
- convergence rate
- tree structure
- input data
- dynamic programming
- significant improvement
- search space
- computational complexity
- objective function
- theoretical analysis
- selection algorithm
- improved algorithm